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Mustafa Hakan Eratalay

https://www.etis.ee/CV/hakaneratalay/est
16.08.1982
737 6341
hakan.eratalay@ut.ee
T-6240-2017

Teenistuskäik

Töökohad ja ametid
01.10.2017–07.05.2028   
Tartu Ülikool, Sotsiaalteaduste valdkond, majandusteaduskond, ökonomeetria teadur (0,50)
01.10.2017–07.05.2028   
Tartu Ülikool, Sotsiaalteaduste valdkond, majandusteaduskond, ökonomeetria lektor (0,50)
2017–...   
Tartu Ülikool, Sotsiaalteaduste valdkond, Teadur (0,50)
2017–...   
Tartu Ülikool, Sotsiaalteaduste valdkond, Lektor (0,50)
2015–2017   
European University at St. Petersburg, Dotsent (1,00)
2012–2015   
European University at St. Petersburg, Lektor (1,00)
2007–2012   
University of Alicante, Assistent (0,50)
 
 
Haridustee
2006–2012   
PhD in Economics, University of Alicante
2006–2008   
Diploma of Advanced Studies in Economics, University of Alicante
2004–2006   
Master in Economics, University of Iowa

Kvalifikatsioon

Teaduskraadid
Mustafa Hakan Eratalay, doktorikraad, 2012, (juh) M. Angeles Carnero, Three Essays on Multivarite Volatility Modelling and Estimation, University of Alicante.
 
 
Teadustöö põhisuunad
ETIS KLASSIFIKAATOR: 4. Loodusteadused ja tehnika; 4.5. Statistika; CERCS KLASSIFIKAATOR: P160 Statistika, operatsioonanalüüs, programmeerimine, finants- ja kindlustusmatemaatika
ETIS KLASSIFIKAATOR: 2. Ühiskonnateadused ja kultuur; 2.12. Majandusteadus; CERCS KLASSIFIKAATOR: S180 Majandus, ökonomeetrika, majandusteooria, majanduslikud süsteemid, majanduspoliitika

Jooksvad projektid

Lõppenud projektid

Juhendatud väitekirjad

Publikatsioonid

Klass
Aasta
Publikatsioon
 
1.1.
2020
Eratalay, M. Hakan; Vladimirov, Evgenii V. (2020). Mapping the stocks in MICEX: Who is central in the Moscow Stock Exchange? Economics of Transition and Institutional Change, 1−40. DOI: 10.1111/ecot.12251.
1.3.
2020
Yuliia Puzanova, M. Hakan Eratalay (2020). Effect Of Real Estate News Sentiment On The Stock Returns Of Swedbank And Seb Bank. University of Tartu, Faculty of Economics and Business, Administration, Working Paper Series.
6.6.
2018
Eratalay, Mustafa Hakan; Vladimirov, Evgenii (2018). Mapping the Stocks in MICEX: Who Is Central to the Moscow Stock Exchange? SSRN Electronic Journal, 1. DOI: 10.2139/ssrn.3278208.
1.2.
2016
Eratalay, M. Hakan (2016). Estimation of Multivariate Stochastic Volatility Models: A Comparative Monte Carlo Study. International Econometric Review, 8 (2).
1.1.
2014
Carnero, M. Angeles; Eratalay, M. Hakan (2014). Estimating VAR-MGARCH Models in Multiple Steps. Studies in Nonlinear Dynamics and Econometrics, 18 (3), 339−365.
4.09.2020

Mustafa Hakan Eratalay

https://www.etis.ee/CV/hakaneratalay/eng
16.08.1982
737 6341
hakan.eratalay@ut.ee
T-6240-2017

Career

Institutions and positions
01.10.2017–07.05.2028   
University of Tartu, Faculty of Social Sciences, School of Economics and Business Administration, Research Fellow in Econometrics (0,50)
01.10.2017–07.05.2028   
University of Tartu, Faculty of Social Sciences, School of Economics and Business Administration, Lecturer in Econometrics (0,50)
2017–...   
University of Tartu, Faculty of Social Sciences, Research fellow of Econometrics (0,50)
2017–...   
University of Tartu, Faculty of Social Sciences, Lecturer of Econometrics (0,50)
2015–2017   
European University at St. Petersburg, Associate Professor of Financial Econometrics (1,00)
2012–2015   
European University at St. Petersburg, Lecturer of Financial Econometrics (1,00)
2007–2012   
University of Alicante, Teaching assistant during PhD studies (0,50)
 
 
Education
2006–2012   
PhD in Economics, University of Alicante
2006–2008   
Diploma of Advanced Studies in Economics, University of Alicante
2004–2006   
Master in Economics, University of Iowa

Qualifications

Academic degrees
Mustafa Hakan Eratalay, Doctor's Degree, 2012, (sup) M. Angeles Carnero, Three Essays on Multivarite Volatility Modelling and Estimation, University of Alicante.
 
 
Fields of research
ETIS CLASSIFICATION: 4. Natural Sciences and Engineering; 4.5. Statistics; CERCS CLASSIFICATION: P160 Statistics, operation research, programming, actuarial mathematics ; SPECIFICATION: Mathematical statistics
ETIS CLASSIFICATION: 2. Culture and Society; 2.12. Economics; CERCS CLASSIFICATION: S180 Economics, econometrics, economic theory, economic systems, economic policy ; SPECIFICATION: Financial Econometrics, Time Series, Econometrics, Social Networks
 
 

Projects in progress

Completed projects

Supervised dissertations

Publications

Category
Year
Publication
 
1.1.
2020
Eratalay, M. Hakan; Vladimirov, Evgenii V. (2020). Mapping the stocks in MICEX: Who is central in the Moscow Stock Exchange? Economics of Transition and Institutional Change, 1−40. DOI: 10.1111/ecot.12251.
1.3.
2020
Yuliia Puzanova, M. Hakan Eratalay (2020). Effect Of Real Estate News Sentiment On The Stock Returns Of Swedbank And Seb Bank. University of Tartu, Faculty of Economics and Business, Administration, Working Paper Series.
6.6.
2018
Eratalay, Mustafa Hakan; Vladimirov, Evgenii (2018). Mapping the Stocks in MICEX: Who Is Central to the Moscow Stock Exchange? SSRN Electronic Journal, 1. DOI: 10.2139/ssrn.3278208.
1.2.
2016
Eratalay, M. Hakan (2016). Estimation of Multivariate Stochastic Volatility Models: A Comparative Monte Carlo Study. International Econometric Review, 8 (2).
1.1.
2014
Carnero, M. Angeles; Eratalay, M. Hakan (2014). Estimating VAR-MGARCH Models in Multiple Steps. Studies in Nonlinear Dynamics and Econometrics, 18 (3), 339−365.
4.09.2020

Otsi projekti

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Asutus on projekti finantseerija   Asutus on projekti teostaja  
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Kõik   Tavaprojektid   Ülemprojektid   Alamprojektid  
Uus Frascati (2015)
Uus ja vana Frascati (otsing uue järgi väljastab ka seotud vanad)
Kõik
Käimasolevad
Lõppenud
Algus
Hajus
Täpne
Lihtotsing Tühjenda
  • Leitud 2 kirjet
ProgrammLiikNumberNimiProjekti algusProjekti lõppVastutav täitjaAsutusFinantseerijapoolne rahastamine
1.2.3.4.MSVMJ18458R (SEP-210505324)Kasv Innovatsioon Heaolu Tootlikkus01.01.201931.12.2021Jaan MassoTartu Ülikool, Sotsiaalteaduste valdkond, majandusteaduskond210 000,00 EUR
2.1.1.LSVJS19522 Väikse moodulreaktori rajamise majanduslike mõjude eelanalüüs09.09.201915.12.2019Siim EspenbergTartu Ülikool, Sotsiaalteaduste valdkond, Johan Skytte poliitikauuringute instituut10 000,00 EUR